Quantitative Model Analyst – Commercial Credit Risk; CECL
Listed on 2026-11-04
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Finance & Banking
Risk Manager/Analyst, Banking Analyst, Credit Analyst, Financial Analyst
U.S. Bank is seeking a motivated individual contributor to support the Model Development & Decision Science (MDDS) team within Credit Risk Administration (CRA).
The role focuses on developing, maintaining, and monitoring expected loss forecasting models for the Commercial & Industrial portfolio to support CECL, CCAR, and related risk management needs. You will collaborate with risk, finance, model validation, and audit teams, preparing data, analyses, and reproducible code while growing in model
For the Quantitative Model Analyst – Commercial Credit Risk (CECL) position at U.S. Bank, we are reviewing applications now.
The Quantitative Model Analyst – Commercial Credit Risk (CECL) position in the Finance, IT & Technology field is open for applications.
We have an opening for a Quantitative Model Analyst – Commercial Credit Risk (CECL) in Minneapolis, MN, United States within Finance, IT & Technology.
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